An Investigation of the Cycle Extraction Properties of Several Bandpass Filters Used to Identify Business Cycles
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- Hodrick, Robert J & Prescott, Edward C, 1997.
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Cited by:
- Melvin J. Hinich & John Foster & Philip Wild, 2008. "Discrete Fourier Transform Filters as Business Cycle Extraction Tools: An Investigation of Cycle Extraction Properties and Applicability of �Gibbs� Effect," Discussion Papers Series 357, School of Economics, University of Queensland, Australia.
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2008-03-25 (Econometrics)
- NEP-ETS-2008-03-25 (Econometric Time Series)
- NEP-MAC-2008-03-25 (Macroeconomics)
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